Walker senses something is wrong because the clerk in room 86 doesn't blink. Phillips confirms that the aliens never blink. But there are scenes showing some of them blinking; for example, when the alien queen/Liz Quinlan is yelling at her drones, she blinks several times; Dalton also blinks in this scene, but not as obviously.
When the group is hiding on the stolen transit bus, the salesman gets off and Bela says, "Me too." After she says this the 'dead' cop in her lap half opens his left eye.
The movie takes place in the US, but in the very last scene, the camera pans up City Hall, and you can clearly see a large Canadian flag flying from the flagpole on top.